| 06-05 10:15 | L2 |
weights |
"{\"vwap\": 0.562, \"bollinger\": 0.134, \"trend_follow\": 0.271, \"mean_reversion\": 0.033}" |
"{\"mean_reversion\": 0.023, \"bollinger\": 0.117, \"vwap\": 0.552, \"trend_follow\": 0.309}" |
applied |
auto-fitness (forward, α=0.3) |
| 06-05 05:00 | L2 |
weights |
"{\"vwap\": 0.573, \"bollinger\": 0.151, \"trend_follow\": 0.236, \"mean_reversion\": 0.039}" |
"{\"mean_reversion\": 0.033, \"bollinger\": 0.134, \"vwap\": 0.562, \"trend_follow\": 0.271}" |
applied |
auto-fitness (forward, α=0.3) |
| 06-01 10:01 | L2 |
weights |
"{\"vwap\": 0.573, \"bollinger\": 0.151, \"trend_follow\": 0.237, \"mean_reversion\": 0.039}" |
"{\"mean_reversion\": 0.039, \"bollinger\": 0.151, \"vwap\": 0.573, \"trend_follow\": 0.236}" |
applied |
auto-fitness (forward, α=0.3) |